-15.7%
AWK vs ETR
+123.0%
-138.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -0.7% | -1.9% | +1.2% | +0.2% |
| 30D | +2.8% | -0.2% | +3.0% | +2.8% |
| 3M | +11.3% | -3.7% | +15.0% | +13.4% |
| 6M | +6.7% | +2.1% | +4.6% | +4.9% |
| YTD | +9.4% | +16.5% | -7.1% | +0.2% |
| 1Y | +3.7% | +22.5% | -18.8% | -7.9% |
| 3Y | +9.2% | +144.7% | -135.4% | -40.2% |
| 5Y | -15.7% | +125.2% | -140.9% | -51.6% |
| All | -15.7% | +123.0% | -138.7% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling